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JOURNALS // Izvestiya Rossiiskoi Akademii Nauk. Seriya Matematicheskaya // Archive

Izv. RAN. Ser. Mat., 2005 Volume 69, Issue 6, Pages 3–20 (Mi im663)

This article is cited in 10 papers

Randomized Hamiltonian Feynman integrals and Shrödinger–Itô stochastic equations

J. E. Gougha, O. O. Obrezkovb, O. G. Smolyanovc

a Nottingham Trent University
b M. V. Lomonosov Moscow State University
c M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: In this paper, we consider stochastic Schrödinger equations with two-dimensional white noise. Such equations are used to describe the evolution of an open quantum system undergoing a process of continuous measurement. Representations are obtained for solutions of such equations using a generalization to the stochastic case of the classical construction of Feynman path integrals over trajectories in the phase space.

UDC: 517.987.4

MSC: 35A8, 35C15, 35C20, 35R15, 35R60, 46L45, 46N50, 60H15, 60H99, 81Q05, 81Q10, 81Q30, 81S40

Received: 11.01.2005

DOI: 10.4213/im663


 English version:
Izvestiya: Mathematics, 2005, 69:6, 1081–1098

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